+76.2%
FDX vs ARWR
-34.9%
+111.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +5.2% | -17.8% | +23.0% | +7.3% |
| 30D | +11.3% | -18.1% | +29.4% | +13.6% |
| 3M | -4.1% | -44.2% | +40.1% | +2.0% |
| 6M | +9.6% | -38.6% | +48.3% | +14.9% |
| YTD | +40.9% | -28.0% | +68.9% | +44.2% |
| 1Y | +53.0% | +16.1% | +36.9% | +47.2% |
| 3Y | +74.1% | +84.0% | -9.9% | +48.3% |
| All | +76.2% | -34.9% | +111.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling